STATÂ 471. Linear and Non-Linear Programming. 3 or 4 hours.
Linear programming, simplex algorithm, degeneracy, duality theorem sensitivity analysis, convexity, network simplex methods, assignment problems. Constrained and unconstrained minima. Quasi-Newton methods. Ellipsoidal methods of Kachian. Course Information: 3 undergraduate hours. 4 graduate hours. Prerequisite(s): Grade of C or better in MATH 310.